GLOBAL X NASDAQ 100 COVERED CALL & GROWTH ETF
Symbol: QYLG
Exchange: NASDAQ
Sector: Technology
Category: Derivative Income
Inception date: 18/09/2020
Latest date: 20/07/2026
Current price: $28.78
Expense ratio: 0.35%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-5.01%
Ann. -28.58% (Sharpe / Sortino numerator)
Volatility
20.22%
Sharpe ratio
-1.593
VaR 95%
-1.75%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
4.40%
Ann. -9.72% (Sharpe / Sortino numerator)
Volatility
16.59%
Sharpe ratio
-0.805
VaR 95%
-1.74%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
10.19%
Ann. 2.46% (Sharpe / Sortino numerator)
Volatility
14.55%
Sharpe ratio
-0.081
VaR 95%
-1.71%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
20.85%
Ann. 19.44% (Sharpe / Sortino numerator)
Volatility
18.74%
Sharpe ratio
0.844
VaR 95%
-1.53%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
35.63%
Ann. 13.10% (Sharpe / Sortino numerator)
Volatility
17.40%
Sharpe ratio
0.544
VaR 95%
-1.83%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
63.04%
Ann. 17.83% (Sharpe / Sortino numerator)
Volatility
15.77%
Sharpe ratio
0.900
VaR 95%
-1.51%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.08%
Best day
3.148%
Worst day
-3.359%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $28.96 | $29.05 | $28.74 | $28.78 | 53,100 |
| 17/07/2026 | $28.91 | $29.21 | $28.60 | $29.02 | 47,800 |
| 16/07/2026 | $29.66 | $29.66 | $29.27 | $29.40 | 42,600 |
| 15/07/2026 | $30.15 | $30.15 | $29.61 | $29.88 | 40,700 |
| 14/07/2026 | $29.97 | $30.08 | $29.79 | $29.97 | 19,900 |
| 13/07/2026 | $29.72 | $29.91 | $29.56 | $29.64 | 74,700 |
| 10/07/2026 | $29.99 | $30.19 | $29.75 | $30.16 | 37,400 |
| 09/07/2026 | $29.86 | $30.09 | $29.72 | $30.07 | 56,000 |
| 08/07/2026 | $29.39 | $29.63 | $29.16 | $29.59 | 35,000 |
| 07/07/2026 | $29.69 | $29.74 | $29.31 | $29.53 | 63,800 |